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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.97%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$45.9B
AUM Growth
-$3.01B
(-6.1%)
Cap. Flow
-$7.09B
Cap. Flow
% of AUM
-15.45%
Top 10 Holdings %
Top 10 Hldgs %
30.41%
Holding
3,068
New
421
Increased
679
Reduced
1,025
Closed
745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$124M |
| 2 |
Pinduoduo
PDD
|
+$87.4M |
| 3 |
Chevron
CVX
|
+$42.3M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$37.7M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$31.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$126M |
| 2 |
NVIDIA
NVDA
|
+$61.8M |
| 3 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$56.8M |
| 4 |
JD.com
JD
|
+$47.1M |
| 5 |
VanEck Semiconductor ETF
SMH
|
+$46.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.87% |
| 2 | Communication Services | 0.74% |
| 3 | Consumer Discretionary | 0.65% |
| 4 | Financials | 0.6% |
| 5 | Energy | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $3.42B | 7.44% |
7,707,100
-1,353,800
| -15% | -$568M |
|
2
PUT
Invesco QQQ Trust
QQQ
$445B
| $2.32B | 5.05% |
6,284,100
-1,052,200
| -14% | -$354M |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $1.74B | 3.78% |
9,265,400
+808,400
| +10% | +$144M |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$445B
| $1.58B | 3.44% |
4,279,700
-897,700
| -17% | -$302M |
|
|
5
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $1.13B | 2.46% |
6,022,300
+1,047,600
| +21% | +$187M |
|
|
6
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $929M | 2.02% |
2,095,900
-872,200
| -29% | -$366M |
|
7
CALL
Apple
AAPL
$4.99T
| $889M | 1.93% |
4,581,800
-1,041,100
| -19% | -$181M |
|
8
PUT
Tesla
TSLA
$1.21T
| $737M | 1.6% |
2,814,900
-81,000
| -3% | -$16.2M |
|
|
9
PUT
NVIDIA
NVDA
$4.77T
| $625M | 1.36% |
14,770,000
+1,651,000
| +13% | +$54.8M |
|
10
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
| $608M | 1.32% |
14,968,800
+6,632,600
| +80% | +$270M |
|
11
PUT
Microsoft
MSFT
$2.92T
| $537M | 1.17% |
1,575,600
+114,400
| +8% | +$35.9M |
|
|
12
CALL
Tesla
TSLA
$1.21T
| $526M | 1.15% |
2,010,500
-172,100
| -8% | -$34.4M |
|
|
13
PUT
Meta Platforms (Facebook)
META
$1.51T
| $498M | 1.08% |
1,735,700
+875,500
| +102% | +$216M |
|
|
14
CALL
NVIDIA
NVDA
$4.77T
| $474M | 1.03% |
11,205,000
-3,401,000
| -23% | -$113M |
|
15
PUT
Palo Alto Networks
PANW
$260B
| $453M | 0.99% |
3,542,200
+696,400
| +24% | +$72.5M |
|
|
16
CALL
Microsoft
MSFT
$2.92T
| $452M | 0.98% |
1,325,900
-1,422,800
| -52% | -$446M |
|
17
CALL
SPDR Gold Trust
GLD
$131B
| $422M | 0.92% |
2,369,600
-41,600
| -2% | -$7.64M |
|
|
18
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
| $417M | 0.91% |
10,281,600
+2,773,200
| +37% | +$113M |
|
|
19
CALL
Meta Platforms (Facebook)
META
$1.51T
| $405M | 0.88% |
1,411,900
-1,678,500
| -54% | -$414M |
|
20
CALL
Advanced Micro Devices
AMD
$741B
| $340M | 0.74% |
2,989,100
+8,900
| +0.3% | +$926K |
|
21
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $315M | 0.69% |
3,062,200
-3,397,300
| -53% | -$352M |
|
|
22
PUT
Apple
AAPL
$4.99T
| $305M | 0.66% |
1,574,400
+651,600
| +71% | +$114M |
|
|
23
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $266M | 0.58% |
2,202,000
+646,300
| +42% | +$74.8M |
|
|
24
PUT
SPDR Gold Trust
GLD
$131B
| $266M | 0.58% |
1,490,000
-323,600
| -18% | -$59.5M |
|
25
PUT
Oracle
ORCL
$346B
| $247M | 0.54% |
2,075,900
+1,026,100
| +98% | +$106M |
|
Similar funds
Parallax Volatility Advisers's Q2 2023 Portfolio in Review
As of Q2 2023, Parallax Volatility Advisers held 3,068 positions worth $45.9B, down 6.1% from $48.9B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Parallax Volatility Advisers withdrew a net $7.09B in Q2 2023, closing 745 positions and reducing 1,025 holdings. Its most notable exit was Comcast, an estimated $27.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.87% of assets, up from 0.68% a quarter earlier, followed by Communication Services and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Chevron worth $41.5M.
- Parallax Volatility Advisers's largest Q2 2023 buy was Chevron: 263,712 shares worth $41.5M.
- Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q2 2023, an estimated $124M increase.
- Parallax Volatility Advisers's biggest Q2 2023 reduction was VanEck Gold Miners ETF, cutting an estimated $126M.
- Parallax Volatility Advisers fully exited Comcast in Q2 2023, selling an estimated $27.3M.
- Parallax Volatility Advisers's ten largest holdings make up 30% of its $45.9B portfolio in Q2 2023.
- Parallax Volatility Advisers opened 421 new positions and closed 745 in Q2 2023.
- Parallax Volatility Advisers's portfolio value fell 6.1% quarter-over-quarter to $45.9B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2023, filed 14 Aug 2023.